+104.1%
CELH vs SU
+210.6%
-106.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.3% |
| 7D | -11.2% | +2.2% | -13.4% | -11.9% |
| 30D | -1.4% | +8.4% | -9.9% | -4.1% |
| 3M | -4.2% | +12.1% | -16.2% | -8.4% |
| 6M | -40.5% | +19.7% | -60.1% | -44.8% |
| YTD | -40.5% | +58.4% | -98.9% | -49.9% |
| 1Y | -53.0% | +67.2% | -120.2% | -61.3% |
| 3Y | -59.1% | +125.0% | -184.1% | -70.0% |
| 5Y | -10.7% | +355.1% | -365.8% | -50.0% |
| 10Y | +3,788.6% | +263.7% | +3,524.9% | +2,005.7% |
| All | +104.1% | +210.6% | -106.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling